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Multivariate stochastic volatility model

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Brooks, C. orcid id iconORCID: https://orcid.org/0000-0002-2668-1153 (2006) Multivariate stochastic volatility model. In: Mills, T. C. and Patterson, K. (eds.) Palgrave handbook of econometrics: econometric theory. Palgrave MacMillan, pp. 765-783. ISBN 9781403941558

Item Type Book or Report Section
URI https://reading-clone.eprints-hosting.org/id/eprint/20506
Item Type Book or Report Section
Refereed Yes
Divisions Henley Business School > Finance and Accounting
Publisher Palgrave MacMillan
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